+166.3%
MTZ vs KNX
+38.8%
+127.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.2% |
| 7D | +2.3% | +2.3% | -0.1% | +1.3% |
| 30D | -10.3% | +0.5% | -10.8% | -10.5% |
| 3M | -31.8% | -14.1% | -17.7% | -28.1% |
| 6M | -19.2% | +19.8% | -38.9% | -25.4% |
| YTD | +10.7% | +32.7% | -22.0% | -2.2% |
| 1Y | +37.5% | +62.3% | -24.8% | +11.2% |
| 3Y | +162.4% | +36.8% | +125.5% | +122.6% |
| 5Y | +166.3% | +41.8% | +124.6% | +115.7% |
| All | +166.3% | +38.8% | +127.5% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling